Portfolio rebalancing model with transaction costs using interval optimization (Q2359239)
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scientific article; zbMATH DE number 6736233
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| default for all languages | No label defined |
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| English | Portfolio rebalancing model with transaction costs using interval optimization |
scientific article; zbMATH DE number 6736233 |
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Portfolio rebalancing model with transaction costs using interval optimization (English)
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27 June 2017
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closed interval
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optimization
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portfolio selection
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rebalancing
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transaction cost
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0.8485679626464844
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0.8169967532157898
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0.8108518719673157
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